+8.6%
CLX vs CF
+53.7%
-45.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.5% |
| 7D | +8.5% | +5.4% | +3.2% | +9.6% |
| 30D | +30.0% | +6.5% | +23.4% | +31.7% |
| 3M | +3.8% | +4.6% | -0.8% | +5.2% |
| 6M | +24.6% | -3.3% | +27.9% | +24.7% |
| YTD | +12.8% | +63.9% | -51.1% | +5.1% |
| 1Y | +8.6% | +50.4% | -41.9% | +3.5% |
| All | +8.6% | +53.7% | -45.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling